Stochastic Programming Modeling Decision Problems Under Uncertainty
This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several
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Willem K. Klein Haneveld Maarten H. van der Vlerk Ward Romeijnders
Stochastic Programming Modeling Decision Problems Under Uncertainty
Graduate Texts in Operations Research Series Editors Richard Boucherie University of Twente Enschede, The Netherlands Johann Hurink University of Twente Enschede, The Netherlands
This series contains compact volumes on the mathematical foundations of Operations Research, in particular in the areas of continuous, discrete and stochastic optimization. Inspired by the PhD course program of the Dutch Network on the Mathematics of Operations Research (LNMB), and by similar initiatives in other territories, the volumes in this series offer an overview of mathematical methods for post-master students and researchers in Operations Research. Books in the series are based on the established theoretical foundations in the discipline, teach the needed practical techniques and provide illustrative examples and applications.
More information about this series at http://www.springer.com/series/15699
Willem K. Klein Haneveld • Maarten H. van der Vlerk • Ward Romeijnders
Stochastic Programming Modeling Decision Problems Under Uncertainty
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Willem K. Klein Haneveld Department of Operations University of Groningen Groningen, The Netherlands
Maarten H. van der Vlerk Department of Operations University of Groningen Groningen, The Netherlands
Ward Romeijnders Department of Operations University of Groningen Groningen, The Netherlands
Graduate Texts in Operations Research ISBN 978-3-030-29218-8 ISBN 978-3-030-29219-5 (eBook) https://doi.org/10.1007/978-3-030-29219-5 © Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors, and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Switzerland AG. The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
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